| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 88.12% | 82.13% |
| Max Drawdown | -25.52% | -66.89% |
| Sharpe | 1.05 | 0.74 |
| Sortino | 1.84 | 1.12 |
| Payoff Ratio | 1.2 | 1.04 |
| Profit Factor | 1.39 | 1.12 |
| Common Sense Ratio | 1.76 | 1.22 |
| CPC Index | 0.89 | 0.6 |
| Tail Ratio | 1.26 | 1.09 |
| Outlier Win Ratio | 20.77 | 3.65 |
| Outlier Loss Ratio | 3.82 | 3.01 |
| Volatility (ann.) | 30.15% | 56.23% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.23 | 0.44 |
| Skew | 2.53 | 0.34 |
| Kurtosis | 29.61 | 3.66 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.28% | 2.16% |
| Expected Yearly % | 23.45% | 22.12% |
| Kelly Criterion | 14.05% | 4.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.51% | -4.73% |
| Expected Shortfall (cVaR) | -2.51% | -4.73% |
| Year | 11402483:BTCUSD | 11402483:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.94 | 4.29 | -0.08 | + |
| 2023 | 154.85 | 38.21 | 0.25 | - |
| 2024 | 62.21 | 30.51 | 0.49 | - |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| MTD | 1.13% | 8.07% |
| 3M | 26.05% | 19.8% |
| 6M | 30.35% | 79.79% |
| YTD | 30.51% | 62.21% |
| 1Y | 39.61% | 152.55% |
| 3Y (ann.) | 31.3% | 29.48% |
| 5Y (ann.) | 31.3% | 29.48% |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Max Drawdown | -25.52% | -66.89% |
| Longest DD Days | 304.0 | 683.0 |
| Avg. Drawdown | -6.12% | -12.0% |
| Avg. Drawdown Days | 58.0 | 82.0 |
| Recovery Factor | 3.45 | 1.23 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-14 | 2023-03-14 | -25.52 | 304 |
| 2023-04-27 | 2024-01-02 | -13.44 | 250 |
| 2024-01-03 | 2024-03-25 | -9.94 | 82 |
| 2022-05-12 | 2022-05-13 | -7.61 | 1 |
| 2022-04-15 | 2022-04-20 | -5.77 | 5 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2022-03-10 | 2022-04-14 | -2.70 | 35 |
| 2024-05-01 | 2024-05-03 | -1.80 | 2 |
| 2024-03-28 | 2024-04-05 | -1.51 | 8 |
| 2024-04-19 | 2024-04-20 | -1.35 | 1 |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 23.82% | 28.96% |
| Worst Week | -10.01% | -30.92% |
| Best Month | 23.58% | 45.57% |
| Worst Month | -12.51% | -36.86% |
| Best Year | 38.21% | 154.85% |
| Worst Year | 4.29% | -55.94% |
| Avg. Up Day | 1.96% | 2.05% |
| Avg. Down Day | -1.63% | -1.97% |
| Avg. Up Week | 4.34% | 6.2% |
| Avg. Down Week | -2.84% | -5.85% |
| Avg. Up Month | 5.96% | 15.07% |
| Avg. Down Month | -5.35% | -12.45% |
| Win Days % | 53.05% | 51.36% |
| Win Month % | 74.07% | 57.14% |
| Win Week % | 56.25% | 54.47% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |